MRCC vs. JEPI

Last updated Jun 3, 2026

MRCC (Monroe Capital Corporation) is a stock, while JEPI (JPMorgan Equity Premium Income ETF) is Dividend fund actively managed by JPMorgan. At a 0.23 correlation, their price movements are largely independent.

Performance

MRCC vs. JEPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Monroe Capital Corporation (MRCC) and JPMorgan Equity Premium Income ETF (JEPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

MRCC

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JEPI

• 1D: 0.02%
• 1M: -1.94%
• YTD: 0.01%
• 6M: 0.89%
• 1Y: 7.76%
• 3Y*: 8.83%
• 5Y*: 7.30%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

MRCC vs. JEPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
MRCC Monroe Capital Corporation	-8.19%	-14.59%	36.74%	-5.68%	-15.37%	53.23%	26.46%
JEPI JPMorgan Equity Premium Income ETF	0.01%	8.09%	12.57%	9.83%	-3.49%	21.52%	18.61%

Correlation

The correlation between MRCC and JEPI is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.31
Correlation (3Y) Calculated over the trailing 3-year period	0.23
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (All Time) Calculated using the full available price history since May 22, 2020	0.23

Return for Risk

MRCC vs. JEPI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JEPI

JEPI Risk / Return Rank: 27
JEPI Sharpe Ratio Rank: 28
JEPI Sortino Ratio Rank: 28
JEPI Omega Ratio Rank: 27
JEPI Calmar Ratio Rank: 25
JEPI Martin Ratio Rank: 27

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MRCC vs. JEPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Monroe Capital Corporation (MRCC) and JPMorgan Equity Premium Income ETF (JEPI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	MRCC	JEPI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.99	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.66	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	1.01	—

Drawdowns

Drawdown Indicators

	MRCC	JEPI	Difference
Max Drawdown Largest peak-to-trough decline	—	-13.71%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-6.68%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-13.26%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-13.71%	—
Current Drawdown Current decline from peak	—	-4.96%	—
Average Drawdown Average peak-to-trough decline	—	-2.11%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.04%	—

Volatility

Volatility by Period

	MRCC	JEPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	1.34%	—
Volatility (6M) Calculated over the trailing 6-month period	—	6.10%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	7.85%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	11.06%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	10.80%	—

Dividends

MRCC vs. JEPI - Dividend Comparison

MRCC's dividend yield for the trailing twelve months is around 26.97%, more than JEPI's 8.28% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JEPI JPMorgan Equity Premium Income ETF	8.28%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%	0.00%	0.00%	0.00%
MRCC Monroe Capital Corporation	26.97%	14.60%	11.76%	14.15%	11.71%	8.91%	13.70%	12.89%	14.58%	10.18%	9.10%	10.70%

Frequently Asked Questions

Can I hold both MRCC and JEPI in my portfolio?

MRCC and JEPI have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.